ASTIN Volume 24, No. 2
November 1994
Volume 24, No. 2
The Journal of the ASTIN and AFIR Section of the International Actuarial Association
Contents
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Editorial
The 4th AFIR International Colloquium
The XXV ASTIN Colloquium in Cannes
Articles
S. WANG, M. SOBREROFurther Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions
G. PARKER
Two Stochastic Approaches
for Discounting Actuarial Functions
O. HESSELAGER
A Markov Model for Loss Reserving
H. U. GERBER, E.S.W. SHIU
Martingale Approach to Pricing Perpetual American Options
E. KREMER
Robust Credibility via Robust Kalman Filtering
D. A. STANFORD, K. J. STROINSKI
Recursive Methods for Computing Finite Time
Ruin Probabilities for Phase-Distributed claim sizes
R. S. AMBAGASPITIYA, N. BALAKRISHNAN
On the Compound Generalized Poisson Distributions
A. E. RENSHAW
Modeling the Claims Process in the Presence of Covariates
Workshop
J. LEMAIRE, H. M. ZI
A Comparative Analysis of 30 Bonus-Malus Systems
B. AJNE
Additivity of Chain-Ladder Projections
P. TER BERG
Deductibles and the Inverse Gaussian Distribution
R. J. VERRALL
A Method for Modelling Varying Run-off Evolutions
In Claims Reserving
Book Review
Actuarial Vacancy
